The French club may have been beaten in all six of their previous encounters with Serie A sides, but they will be intent on ending that streak when arriving in Rome.
Match preview
A three-goal blitz in 30 first-half minutes saw Lazio seize control of their opening league-phase fixture, as Boulaye Dia's brace helped them to a 3-0 victory over Dynamo Kyiv at Hamburg's Volksparkstadion.
Following an inconsistent start to the season, that display sparked another success in Sunday's league game away to in-form Torino, where Matteo Guendouzi started the scoring and Dia was again on target in a 3-2 win.
Occupying eighth place in the Serie A standings with 10 points from six games, the Biancocelesti are clearly becoming accustomed to life under the management of Marco Baroni.
The former Hellas Verona coach will now try to lead Lazio to wins in both of their opening two European matches for the first time since 2017, as they look to continue a good run of home results in UEFA competition.
Coming into Thursday's game, the Rome club have won their last three continental contests at Stadio Olimpico without conceding a single goal, and each of those victories were in last season's Champions League.
More recently, the hosts have scored in 15 straight games across all competitions since April's Derby della Capitale against Roma, so they will certainly expect to test their visitors' defence.
Not only did Nice lose both previous meetings with Lazio - home and away in the 2017-18 Europa League - but the French club have played six times against Italian teams to date and lost all six by an aggregate score of 13-1.
Precedent is not on their side, then, but Les Aiglons have made a solid start to the current campaign and played out a 1-1 draw in their opening Europa League fixture at home to Real Sociedad.
Pablo Rosario's equaliser rescued a point last week, shortly after Nice had thumped newly-promoted strugglers Saint-Etienne 8-0 in a one-sided league clash at the Allianz Riviera.
Following a goalless draw with Franck Haise's former club Lens at the weekend, his side are now undefeated in three matches, and they sit ninth in the Ligue 1 table.
Like Lazio, Les Aiglons are targeting a top-eight finish in the Europa League's 36-team table, which would see them surpass a tricky two-legged playoff for places in the knockout phase; however, they must start to improve their record on the road.
Since a 5-1 win at Zulte Waregem seven years ago, Nice have lost their last six away matches in UEFA's second-tier club competition.
Lazio Europa League form:
W
Lazio form (all competitions):
L
D
W
L
W
W
Nice Europa League form:
D
Nice form (all competitions):
D
W
L
W
D
D
Team News
Marco Baroni will most likely rotate his squad again this week, after making several changes to Lazio's usual lineup against Dynamo Kyiv.
Just back from injury, Patric will vie for a place at the heart of the hosts' back four, while forward trio Loum Tchaouna, Fisayo Dele-Bashiru and Pedro could be brought in after they all started in Hamburg.
Tijjani Noslin was sent off, though, and in addition to his absence through suspension, French centre-back Samuel Gigot is set to miss out through injury.
With one eye on a tough assignment against Paris Saint-Germain this weekend, Nice boss Franck Haise may also freshen up his starting XI at Stadio Olimpico.
Melvin Bard will be absent until after the international break, so Ali Abdi should continue to deputise on the left flank, while several other players are yet to return from injury layoffs.
Tanguy Ndombele could be back on the bench, but Mohamed-Ali Cho, Morgan Sanson, Terem Moffi and Gaetan Laborde are still sidelined. Therefore, Evann Guessand and Youssoufa Moukoko are favourites to lead the visitors' attack.
Lazio possible starting lineup:
Provedel; Marusic, Romagnoli, Gila, Pellegrini; Guendouzi, Vecino; Tchaouna, Dele-Bashiru, Pedro; Castellanos
Nice possible starting lineup:
Bulka; Ndayishimiye, Bombito, Dante; Clauss, Rosario, Louchet, Abdi; Boga, Moukoko, Guessand
We say: Lazio 2-1 Nice
Lazio will soar highest in a battle between Les Aiglons and Le Aquile, as they have home advantage and Nice are burdened by injuries.